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Quantification of systemic risk from overlapping portfolios in the financial system
Poledna, Sebastian; Martínez-Jaramillo, Serafín; … - In: Journal of financial stability 52 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012745454
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The multi-layer network nature of systemic risk and its implications for the costs of financial crises
Poledna, Sebastian; Molina-Borboa, José Luis; … - In: Journal of financial stability 20 (2015), pp. 70-81
Persistent link: https://www.econbiz.de/10011574285
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Calibrating limits for large interbank exposures from a system-wide perspective
Batiz-Zuk, Enrique; Dey, Fabrizio López Gallo; … - In: Journal of financial stability 27 (2016), pp. 198-216
Persistent link: https://www.econbiz.de/10011705694
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How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?
Téllez-León, Isela-Elizabeth; Martínez-Jaramillo, … - In: Journal of financial stability 55 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013362221